The steps should be:
Turn on sensor, plug it in, whatever is needed to 'activate' it
Install the app on your phone
add sensor to app
test app
Install the appropriate alexa skill
run discover devices in alexa
test alexa
Did you do the discover devices step?
You also need to be on a 2.4GHz wifi network for some reason, according to reviews of the app 5GHz is not supported ATM